AuthorTopic: How can you tell between seasonality and serial correlation in AR
sg2006
@2014-05-25 14:02:25
They seem similar to except that the in seasonality the nth auto correlation is significant. In quarterly date if the 2nd and 4th lag is autocorrelated do we say serially correlated or displays seasonality?

CFA Discussion Topic: How can you tell between seasonality and serial correlation in AR

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I used your notes and passed ... highly recommended!
Lauren

Lauren